MLE of the left censored Poisson distribution {Rfast2} | R Documentation |
MLE of the left censored Poisson distribution
Description
MLE of the left censored Poisson distribution.
Usage
censpois.mle(x, tol = 1e-07)
Arguments
x |
A vector with positive valued data (zeros are not allowed). |
tol |
The tolerance level up to which the maximisation stops; set to 1e-07 by default. |
Details
Instead of maximising the log-likelihood via a numerical optimiser we have used a Newton-Raphson algorithm which is faster. The lowest value in x is taken as the censored point. Values below that value are considered censored values.
Value
A list including:
iters |
The number of iterations required for the Newton-Raphson to converge. |
loglik |
The value of the maximised log-likelihood. |
lambda |
The estimated |
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
See Also
Examples
x <- rpois(500, 10)
x[x <= 5] <- 5
mean(x)
censpois.mle(x)$lambda
[Package Rfast2 version 0.1.5.4 Index]